0.01Open0.01Pre Close11 Volume41 Open Interest16.00Strike Price11.00Turnover193.01%IV39.31%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0055Delta0.0029Gamma2634.50Leverage Ratio-0.0073Theta0.0000Rho-14.47Eff Leverage0.0004Vega